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Re: Why?


  • Date: Thu, 18 Feb 2010 08:55:00 -0800
  • From: wayne <wayne@xxxxxxxxx>
  • Subject: Re: Why?

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In the TS 8.x cache file there are only 3 data files, eod, min, and tik. Evidently all intarday intervals above 1 min. are constructed from 1 min. data and are not saved but reconstructed when the higher interval chart or RS is loaded again. I do not have the forum urls bookmarked for discussions on this topic that I have read but see following and the links there in.

https://www.tradestation.com/Discussions/Topic.aspx?Result=1&Topic_ID=94149

TS 8.X RS is not stable using large amounts of data as TS2000i RS is (both are suppose to handle upto 65,555 bars) . TS 8.X RS seems to work only for 1000 - 5000 bars or less and might have a chance of stability if 5 times fewer bars were need for a give time period by using 5 minute data.

I use linear regression channels on weekly data and this can require 8 months of data for a number of stocks (back to March '09, e.g. AAPL). I use RS in TS 2000i with a 15 minute interval to create weekly synthetic bars using arrays and 8 months of data requires 5000 15miniute bars. This is only 15000 data of 5minute data which number TS 8.x RS is suppose to be able to handled but does not.

I can not use this array indicator in TS 8.X as 8 months of data using 1 minute bars would be 75,000 bars which is out of range for RS. Fortunately, with a GV, calculations from a 8 month weekly RS (made from 50 daily data) can be feed into a 15 minute RS (30 bars made from 5minuite data).


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